Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47414.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46019.87 Kr¶

PnL: ---------------------------------------> -868.7 Kr¶

DD now: ---------------------------------> -2.499 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:14:45.064479'

Anic Portfolio¶

Today¶

Return: -0.041 %¶

This Week¶

Return: -1.04 %¶

Total¶

Return: 55.224 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.130000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
SAAB B 8 1.270000 3451.200000 74.200000 2.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.890000 395.500000 40.500000 11.410000 355.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Boozt 12 1.220000 1688.400000 34.400000 2.080000 1653.999996
Corem Property Group B 59 -1.150000 610.060000 33.060000 5.730000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Intrum 4 3.390000 548.200000 21.200000 4.020000 527.000000
Resurs Holding 22 -1.130000 595.100000 21.100000 3.680000 573.999998
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.310000 577.950000 13.950000 2.470000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.150000 579.600000 9.600000 1.680000 570.000000
OEM International B 7 0.000000 537.600000 9.600000 1.820000 527.999997
Nordea Bank Abp 29 -0.180000 3462.600000 8.600000 0.250000 3453.999992
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Handelsbanken A 5 0.050000 540.000000 -6.000000 -1.100000 546.000000
CTEK 13 -0.690000 525.460000 -8.540000 -1.600000 533.999999
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.330000 540.600000 -33.400000 -5.820000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -8.110000 2886.000000 -85.000000 -2.860000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.540000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 -2.840000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 0.380000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 46019.870000 -868.700000 -2.49855% 46888.564618

Updated:¶

'2023-01-26 15:14:57.713687'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶